+19.0%
CDNS vs VICR
+209.3%
-190.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | 0.0% |
| 7D | -1.1% | +5.0% | -6.1% | -1.9% |
| 30D | -10.4% | -12.5% | +2.0% | -9.1% |
| 3M | -24.6% | -33.6% | +9.0% | -21.4% |
| 6M | -1.6% | +10.7% | -12.3% | -7.4% |
| YTD | -7.4% | +80.6% | -88.0% | -20.7% |
| 1Y | -18.4% | +288.4% | -306.8% | -40.6% |
| 3Y | +19.0% | +213.8% | -194.8% | -13.0% |
| All | +19.0% | +209.3% | -190.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling